Anic Equity¶

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Total return since start: 0.711 %¶

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Equity now: -----------------------------> 52278.9 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45943.87 Kr¶

PnL: ---------------------------------------> -809.13 Kr¶

DD now: ---------------------------------> -1.584 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:03:35.760307'

Anic Portfolio¶

Today¶

Return: -0.071 %¶

This Week¶

Return: -0.071 %¶

Total portfolio value¶

Return including deposits: 71.148 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 2.910000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 -3.020000 675.710000 36.710000 5.740000 638.999984
Embracer Group B 26 3.490000 697.580000 35.580000 5.370000 661.999988
Indutrade 5 2.210000 1339.500000 19.500000 1.480000 1320.000000
Biotage 4 0.580000 622.000000 19.000000 3.150000 603.000000
SynAct Pharma 9 -1.870000 661.500000 16.500000 2.560000 645.000003
Vitrolife 3 2.580000 693.000000 16.000000 2.360000 677.000001
Addtech B 3 1.710000 715.200000 15.200000 2.170000 699.999999
Sdiptech B 3 0.720000 835.200000 13.200000 1.610000 822.000000
Xvivo Perfusion 3 0.180000 858.000000 13.000000 1.540000 845.000001
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Addnode Group B 6 1.760000 762.600000 10.600000 1.410000 751.999998
Nolato B 12 0.000000 658.200000 10.200000 1.570000 648.000000
BONESUPPORT HOLDING 10 -0.240000 1230.000000 6.000000 0.490000 1224.000000
Latour B 2 1.750000 453.800000 4.800000 1.070000 449.000000
NCC B 7 -0.430000 655.900000 1.900000 0.290000 653.999997
Fortnox 10 3.320000 668.500000 0.500000 0.070000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Lime Technologies 2 -0.510000 591.000000 -2.000000 -0.340000 593.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -4.050000 569.000000 -5.000000 -0.870000 574.000000
Sampo Oyj SDB 1 -1.000000 497.000000 -8.000000 -1.580000 505.000000
Sedana Medical 135 -2.440000 4322.700000 -8.300000 -0.190000 4330.999935
Investor B 3 0.600000 649.500000 -8.500000 -1.290000 657.999999
SCA A 4 -0.540000 587.200000 -11.800000 -1.970000 599.000000
Balco Group 39 -0.730000 1846.650000 -28.350000 -1.510000 1874.999997
Humana 40 0.000000 643.200000 -30.800000 -4.570000 674.000000
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 0.830000 2479.280000 -57.720000 -2.280000 2537.000032
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 -0.190000 3811.600000 -104.400000 -2.670000 3916.000000
Gaming Innovation Group 161 0.200000 4049.150000 -138.850000 -3.320000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45943.870000 -809.130000 -1.58404% 46752.999863

Updated:¶

'2023-06-13 11:03:52.974527'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶